Anic Equity¶

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Total return since start: 0.57 %¶

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Equity now: -----------------------------> 47950.75 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46555.87 Kr¶

PnL: ---------------------------------------> -332.7 Kr¶

DD now: ---------------------------------> -1.397 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 14:07:30.732545'

Anic Portfolio¶

Today¶

Return: 0.878 %¶

This Week¶

Return: 0.878 %¶

Total¶

Return: 56.978 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 2.130000 2852.500000 216.500000 8.210000 2636.000010
Beijer Electronics Group 26 -0.170000 3130.400000 159.400000 5.370000 2971.000006
Corem Property Group B 59 4.860000 674.370000 97.370000 16.880000 576.999999
Samhällsbyggnadsbo. i Norden B 20 5.690000 449.200000 94.200000 26.540000 355.000000
HMS Networks 2 1.350000 721.600000 48.600000 7.220000 673.000000
Samhällsbyggnadsbo. i Norden D 12 4.170000 270.000000 24.000000 9.760000 246.000000
Nordea Bank Abp 29 0.820000 3477.680000 23.680000 0.690000 3453.999992
FM Mattsson Mora Group B 50 0.000000 2950.000000 23.000000 0.790000 2927.000000
Boozt 12 0.070000 1671.600000 17.600000 1.060000 1653.999996
OEM International B 7 1.170000 543.200000 15.200000 2.880000 527.999997
MedCap 2 2.830000 436.000000 15.000000 3.560000 421.000000
Midsona B 63 0.960000 597.870000 14.870000 2.550000 582.999984
Coor Service Management Hold. 8 0.070000 546.400000 14.400000 2.710000 532.000000
Intrum 4 1.500000 540.400000 13.400000 2.540000 527.000000
AcadeMedia 12 1.370000 569.040000 12.040000 2.160000 557.000004
Eastnine 4 -0.630000 502.400000 11.400000 2.320000 491.000000
Resurs Holding 22 -0.260000 583.440000 9.440000 1.640000 573.999998
Norva24 Group 16 -0.230000 552.000000 9.000000 1.660000 543.000000
Essity A 4 -0.170000 1156.000000 7.000000 0.610000 1149.000000
Karnov Group 9 -1.960000 540.900000 4.900000 0.910000 536.000004
Essity B 2 0.350000 578.400000 4.400000 0.770000 574.000000
Handelsbanken A 5 0.550000 548.750000 2.750000 0.500000 546.000000
Securitas B 6 0.890000 568.680000 -1.320000 -0.230000 570.000000
Creaspac SPAC 6 -0.620000 575.400000 -1.600000 -0.280000 577.000002
Fastighetsbolag. Emilshus Pref 21 -0.370000 559.650000 -2.350000 -0.420000 562.000005
Swedbank A 3 0.080000 561.450000 -2.550000 -0.450000 564.000000
CTEK 13 1.780000 527.150000 -6.850000 -1.280000 533.999999
SAAB B 8 2.000000 3348.000000 -29.000000 -0.860000 3377.000000
International Petroleum Corp. 5 2.880000 535.500000 -59.070000 -9.930000 594.565215
Sampo Oyj SDB 7 0.650000 3787.000000 -63.000000 -1.640000 3850.000000
Vivesto 1368 2.000000 544.190000 -68.810000 -11.230000 612.999432
OX2 18 -1.640000 1509.300000 -154.700000 -9.300000 1663.999992
Axfood 13 0.290000 3565.900000 -190.100000 -5.060000 3756.000001
Ovzon 52 4.170000 3120.000000 -242.000000 -7.200000 3361.999992
Fasadgruppen Group 35 -0.100000 3461.500000 -349.500000 -9.170000 3810.999990
TOTAL 46555.870000 -332.700000 -1.39655% 46888.564618

Updated:¶

'2023-01-16 14:07:43.143483'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶